Reply & Receive the Report

MORS Software invites you to take part in the 3rd annual IRR Survey 2019.

The survey is open for replies until 22 February 2019. All participants will receive the survey report during March 2019. It takes 1-3 minutes to complete the seven questions.
 
The survey investigates and updates on how banks are progressing with the implementation of IRR measurement, monitoring and management capabilities.
In light of the recent regulatory guidelines regarding IRRBB in particular, including updated ICAAP guidance, it is interesting to understand how banks have managed to incorporate the new requirements.
Furthermore the survey investigates banks scenario and stress testing capabilities.
 
Thank you very much in advance for your participation. 
 

Question Title

* 1. How frequently are you able to monitor and measure IRR (Interest Rate Risk) exposure, limits and sub-limits by currency, product etc.?

Question Title

* 2. How frequently are you able to assess and measure the sensitivity to key behavioral assumptions for IRRBB (Interest Rate Risk in the Banking Book)?

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* 3. Are you able to explain the impact of assumption changes, such as changes in pre-payment rates or NMD maturities?

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33% of survey complete.

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